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Clipped AR(p) with unknown threshold
- Source :
- Communications in Statistics - Theory and Methods. 49:5115-5122
- Publication Year :
- 2019
- Publisher :
- Informa UK Limited, 2019.
-
Abstract
- The present paper deals with a specific parameter estimation problem. Assuming a time series of 0-1-valued variables {Xn, n∈N0} obtained by clipping a Gaussian AR(p) time series {Zn, n∈N0} at unkno...
Details
- ISSN :
- 1532415X and 03610926
- Volume :
- 49
- Database :
- OpenAIRE
- Journal :
- Communications in Statistics - Theory and Methods
- Accession number :
- edsair.doi...........11b75c4974a7bef744c11b087b5d9bd6
- Full Text :
- https://doi.org/10.1080/03610926.2019.1614192